Gaussian and non-gaussian linear time series and random fields
Auteur :
Rosenblatt, Murray
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781461270676
Date de publication :
27 sept. 2012
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
Much of this book is concerned with autoregressive and moving av erage linear stationary sequences and random fields. Chapter 1 considers the question of reversibility for linear stationary sequences and gives necessary and sufficient conditions for the reversibility.